Scott Burns Margaritaville vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
September 1994
8.65$
Final Capital
August 2024
7.46%
Yearly Return
10.83
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
September 1994
10.18$
Final Capital
August 2024
8.04%
Yearly Return
7.84
Std Deviation
-20.39%
Max Drawdown
25 months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.17$
Final Capital
August 2024
9.23%
Yearly Return
10.95
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
January 1985
29.24$
Final Capital
August 2024
8.88%
Yearly Return
7.95
Std Deviation
-20.39%
Max Drawdown
25 months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.46% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.04% compound annual return, with a 7.84% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Margaritaville
Scott Burns 		10.95 1.86 8.30 16.81 8.38 6.47 7.46 9.23
In Saecula Saeculorum
Fulvio Marchese 		11.62 1.83 9.37 17.81 7.92 7.10 8.04 8.88
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since September 1994, now would be worth 8.65$, with a total return of 765.29% (7.46% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since September 1994, now would be worth 10.18$, with a total return of 917.53% (8.04% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.17$, with a total return of 3217.01% (9.23% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1985, now would be worth 29.24$, with a total return of 2823.95% (8.88% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Margaritaville In Saecula Saeculorum
Author Scott Burns Fulvio Marchese
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 16.81 17.81
Infl. Adjusted Return (%) 14.08 15.05
DRAWDOWN
Deepest Drawdown Depth (%) -5.61 -5.06
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -5.61 -5.06
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.21 9.81
Sharpe Ratio 1.12 1.27
Sortino Ratio 1.53 1.69
Ulcer Index 2.00 1.94
Ratio: Return / Standard Deviation 1.65 1.82
Ratio: Return / Deepest Drawdown 3.00 3.52
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Margaritaville In Saecula Saeculorum
Author Scott Burns Fulvio Marchese
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.38 7.92
Infl. Adjusted Return (%) 4.07 3.63
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -18.89
Start to Recovery (months) 27 26
Longest Drawdown Depth (%) -21.96 -18.89
Start to Recovery (months) 27 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.89 10.58
Sharpe Ratio 0.48 0.55
Sortino Ratio 0.64 0.73
Ulcer Index 7.83 6.91
Ratio: Return / Standard Deviation 0.65 0.75
Ratio: Return / Deepest Drawdown 0.38 0.42
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Margaritaville In Saecula Saeculorum
Author Scott Burns Fulvio Marchese
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 6.47 7.10
Infl. Adjusted Return (%) 3.55 4.17
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -18.89
Start to Recovery (months) 27 26
Longest Drawdown Depth (%) -21.96 -18.89
Start to Recovery (months) 27 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.80 8.54
Sharpe Ratio 0.47 0.66
Sortino Ratio 0.62 0.89
Ulcer Index 6.10 5.06
Ratio: Return / Standard Deviation 0.60 0.83
Ratio: Return / Deepest Drawdown 0.29 0.38
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Margaritaville In Saecula Saeculorum
Author Scott Burns Fulvio Marchese
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.46 8.04
Infl. Adjusted Return (%) 4.83 5.39
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -20.39
Start to Recovery (months) 39 25
Longest Drawdown Depth (%) -22.41 -10.13
Start to Recovery (months) 45 33
Longest Negative Period (months) 62 43
RISK INDICATORS
Standard Deviation (%) 10.83 7.84
Sharpe Ratio 0.48 0.73
Sortino Ratio 0.62 0.97
Ulcer Index 8.26 4.44
Ratio: Return / Standard Deviation 0.69 1.03
Ratio: Return / Deepest Drawdown 0.19 0.39
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Margaritaville In Saecula Saeculorum
Author Scott Burns Fulvio Marchese
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.23 8.88
Infl. Adjusted Return (%) 6.27 5.93
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -20.39
Start to Recovery (months) 39 25
Longest Drawdown Depth (%) -22.41 -10.13
Start to Recovery (months) 45 33
Longest Negative Period (months) 62 43
RISK INDICATORS
Standard Deviation (%) 10.95 7.95
Sharpe Ratio 0.56 0.72
Sortino Ratio 0.74 0.96
Ulcer Index 7.46 4.15
Ratio: Return / Standard Deviation 0.84 1.12
Ratio: Return / Deepest Drawdown 0.24 0.44
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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Margaritaville In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.39 25 Nov 2007
Nov 2009
-18.89 26 Jan 2022
Feb 2024
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-10.13 33 Sep 2000
May 2003
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-5.67 5 Apr 2012
Aug 2012
-5.64 6 Sep 2018
Feb 2019

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Margaritaville In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.39 25 Nov 2007
Nov 2009
-18.89 26 Jan 2022
Feb 2024
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-13.51 17 Sep 1987
Jan 1989
-12.82 10 May 2011
Feb 2012
-10.13 33 Sep 2000
May 2003
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.50 4 Feb 2020
May 2020

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 August 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Margaritaville In Saecula Saeculorum
Year Return Drawdown Return Drawdown
2024
 10.95% -2.90% 11.62% -2.83%
2023
 15.17% -7.90% 15.53% -6.33%
2022
 -16.10% -21.96% -14.97% -18.89%
2021
 13.33% -2.96% 10.12% -3.03%
2020
 14.40% -14.40% 15.89% -8.50%
2019
 20.39% -3.64% 20.14% -2.10%
2018
 -6.92% -9.97% -2.76% -5.64%
2017
 17.22% 0.00% 12.42% -0.04%
2016
 7.53% -3.63% 7.79% -2.43%
2015
 -2.03% -8.70% -0.75% -4.59%
2014
 3.95% -3.16% 8.52% -2.04%
2013
 13.25% -4.31% 10.73% -2.94%
2012
 13.94% -5.67% 10.41% -2.92%
2011
 0.08% -12.82% 6.12% -4.77%
2010
 11.85% -8.08% 14.27% -4.00%
2009
 25.18% -13.70% 15.39% -9.28%
2008
 -26.90% -30.74% -11.54% -16.70%
2007
 10.88% -2.84% 8.83% -2.17%
2006
 14.22% -2.59% 10.84% -2.11%
2005
 8.11% -2.37% 5.47% -1.69%
2004
 13.95% -3.39% 7.97% -3.39%
2003
 26.41% -2.95% 18.47% -1.50%
2002
 -6.46% -11.78% -1.22% -5.96%
2001
 -7.87% -14.71% -1.59% -6.44%
2000
 -2.92% -8.17% 0.64% -5.96%
1999
 16.49% -2.94% 9.19% -2.99%
1998
 16.12% -9.72% 15.29% -7.93%
1997
 14.48% -4.68% 16.19% -2.95%
1996
 9.11% -2.95% 9.83% -2.50%
1995
 21.08% -0.70% 25.73% 0.00%
1994
 1.10% -5.54% -2.41% -5.96%
1993
 18.69% -4.43% 11.66% -1.36%
1992
 1.10% -5.71% 6.70% -2.12%
1991
 20.28% -3.87% 21.54% -2.17%
1990
 -7.54% -14.53% 0.53% -6.19%
1989
 19.01% -1.19% 19.19% -1.49%
1988
 16.51% -3.08% 9.59% -2.18%
1987
 10.87% -15.03% 3.95% -13.51%
1986
 31.94% -5.15% 16.23% -3.74%
1985
 35.93% -1.79% 25.62% -1.83%